System Identification with Copula Entropy

• URL: http://arxiv.org/abs/2304.12922v1
• Date: Sun, 23 Apr 2023 09:56:33 GMT
• Title: System Identification with Copula Entropy
• Authors: Jian Ma
• Abstract summary: We propose a method for identifying differential equation of dynamical systems with Copula Entropy (CE) The problem is considered as a variable selection problem and solved with the previously proposed CE-based method for variable selection.
• Score: 2.3980064191633232
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Identifying differential equation governing dynamical system is an important problem with wide applications. Copula Entropy (CE) is a mathematical concept for measuring statistical independence in information theory. In this paper we propose a method for identifying differential equation of dynamical systems with CE. The problem is considered as a variable selection problem and solved with the previously proposed CE-based method for variable selection. The proposed method composed of two components: the difference operator and the CE estimator. Since both components can be done non-parametrically, the proposed method is therefore model-free and hyperparameter-free. The simulation experiment with the 3D Lorenz system verified the effectiveness of the proposed method.

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